Quant

Yichuan Wang

518-***-**** ***********.***@*****.*** Flushing, NY, 11355

EDUCATION

Rensselaer Polytechnic Institute, Lally School of Management, Troy, NY Aug 2017-May 2018 M.S. in Quantitative Finance and Risk Analytics 3.70/4.00 Graduate Research Fellowship, Program Admission Ambassador Indiana University, Kelley School of Business, Bloomington, IN Aug 2012 - Jan 2016 Bachelor of Science in Business

Major: Finance Minor: Mathematics and Computer Science PROFESSIONAL EXPERIENCE

Growth from Knowledge (GfK SE), New York, NY Oct 2018-Dec 2018 Quantitative Analyst (Temporary Consultant)

• Proved the feasibility of GfK point of sales in quantitative investing by identifying profitable statistical patterns that forecasted the equity performance.

• Developed and back-tested a market-neutral strategy with an out-of-sample performance of 1.2 Sharpe ratio and 7.2% maximum drawdown from April 2009 to October 2018 solely based on the GfK forecasting factor.

• Presented the quantitative founding to the senior management team and hedge fund clients. Yanfeng Investment Management, Shanghai, China Mar 2017-Aug 2017 Bond Research Analyst Intern

• Prepared clean and normalized earnings report data and ensured the data quality fits into the credit-rating model.

• Delivered visualization chart on to demonstrate difference of financial multiples within each industry.

• Innovated the fund reporting spreadsheet with automation and launched a training session on Excel to traders and the marketing team.

Boyu Investment Management, Qingdao, China Jun 2016- Aug 2016

• Conducted research on the fundamental and trending discrepancies among the commodities futures in the international and the domestic markets.

• Demonstrated investing ideas to senior management regarding the policy makers’ views and the mismatches between the fundamental trend and the futures price. PROJECT

US Treasury Bond Futures, Liquid Futures Fund Jan 2019-Present

• Devised an automated trading strategy on T-bill futures using five different machine learning algorithms. Stock/Option Price Calibration Mar 2018-May 2018

• Formed suitable investment strategies corresponded to investor’s investment object and risk-averse degree.

• Calibrated the parameters of the Geometric Brownian Motion, Jump Diffusion and Constant Elasticity of Variance models to forecast the stock price and calculated the option price using finite difference method. Masters’ Scholars Research Program, Lally School of Management Sep 2017-Apr 2018 Researcher

• Obtained data entries from the Twitter and cleaned/extracted all fields from the data.

• Discovered new features through applying Latent Dirichlet Allocation (LDA) and other NLP techniques, enhancing the R-square of the new model by 22%.

ADDITIONAL INFORMATION

• Qualification: CFA L3 Candidate, CAIA L2 Candidate

• Proficient programming skills in Python (3 years), Matlab (2 years), C/C++ STL (1 year), R, MySQL, and Mongodb

• Advanced knowledge in Microsoft Excel, option pricing and Greeks, modern financial theory, corporate finance, Calculus, PDE, stochastic processes, risk management, probability theory, econometrics, backtesting, derivatives, equity market, fixed income and commodities

• Basic knowledge in Scala, Java, functional programming, code review, machine learning theory, neural network, TensorFlow and computer algorithms

• Experience in VBA/Tableau/Scheme/Haskell/Linux environment

• Extremely interested in financial and political news

• Able to work on multiple projects simultaneously

• Capable of working under pressure and managing tight deadlines

• 2 years’ experience in commodity futures

Contact this candidate